Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/blas/common.h b/blas/common.h
new file mode 100644
index 0000000..2bf642c
--- /dev/null
+++ b/blas/common.h
@@ -0,0 +1,145 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BLAS_COMMON_H
+#define EIGEN_BLAS_COMMON_H
+
+#include <Eigen/Core>
+#include <Eigen/Jacobi>
+
+#include <iostream>
+#include <complex>
+
+#ifndef SCALAR
+#error the token SCALAR must be defined to compile this file
+#endif
+
+#include <Eigen/src/misc/blas.h>
+
+
+#define NOTR    0
+#define TR      1
+#define ADJ     2
+
+#define LEFT    0
+#define RIGHT   1
+
+#define UP      0
+#define LO      1
+
+#define NUNIT   0
+#define UNIT    1
+
+#define INVALID 0xff
+
+#define OP(X)   (   ((X)=='N' || (X)=='n') ? NOTR   \
+                  : ((X)=='T' || (X)=='t') ? TR     \
+                  : ((X)=='C' || (X)=='c') ? ADJ    \
+                  : INVALID)
+
+#define SIDE(X) (   ((X)=='L' || (X)=='l') ? LEFT   \
+                  : ((X)=='R' || (X)=='r') ? RIGHT  \
+                  : INVALID)
+
+#define UPLO(X) (   ((X)=='U' || (X)=='u') ? UP     \
+                  : ((X)=='L' || (X)=='l') ? LO     \
+                  : INVALID)
+
+#define DIAG(X) (   ((X)=='N' || (X)=='n') ? NUNIT  \
+                  : ((X)=='U' || (X)=='u') ? UNIT   \
+                  : INVALID)
+
+
+inline bool check_op(const char* op)
+{
+  return OP(*op)!=0xff;
+}
+
+inline bool check_side(const char* side)
+{
+  return SIDE(*side)!=0xff;
+}
+
+inline bool check_uplo(const char* uplo)
+{
+  return UPLO(*uplo)!=0xff;
+}
+
+
+namespace Eigen {
+#include "BandTriangularSolver.h"
+#include "GeneralRank1Update.h"
+#include "PackedSelfadjointProduct.h"
+#include "PackedTriangularMatrixVector.h"
+#include "PackedTriangularSolverVector.h"
+#include "Rank2Update.h"
+}
+
+using namespace Eigen;
+
+typedef SCALAR Scalar;
+typedef NumTraits<Scalar>::Real RealScalar;
+typedef std::complex<RealScalar> Complex;
+
+enum
+{
+  IsComplex = Eigen::NumTraits<SCALAR>::IsComplex,
+  Conj = IsComplex
+};
+
+typedef Matrix<Scalar,Dynamic,Dynamic,ColMajor> PlainMatrixType;
+typedef Map<Matrix<Scalar,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> > MatrixType;
+typedef Map<Matrix<Scalar,Dynamic,1>, 0, InnerStride<Dynamic> > StridedVectorType;
+typedef Map<Matrix<Scalar,Dynamic,1> > CompactVectorType;
+
+template<typename T>
+Map<Matrix<T,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> >
+matrix(T* data, int rows, int cols, int stride)
+{
+  return Map<Matrix<T,Dynamic,Dynamic,ColMajor>, 0, OuterStride<> >(data, rows, cols, OuterStride<>(stride));
+}
+
+template<typename T>
+Map<Matrix<T,Dynamic,1>, 0, InnerStride<Dynamic> > vector(T* data, int size, int incr)
+{
+  return Map<Matrix<T,Dynamic,1>, 0, InnerStride<Dynamic> >(data, size, InnerStride<Dynamic>(incr));
+}
+
+template<typename T>
+Map<Matrix<T,Dynamic,1> > vector(T* data, int size)
+{
+  return Map<Matrix<T,Dynamic,1> >(data, size);
+}
+
+template<typename T>
+T* get_compact_vector(T* x, int n, int incx)
+{
+  if(incx==1)
+    return x;
+
+  T* ret = new Scalar[n];
+  if(incx<0) vector(ret,n) = vector(x,n,-incx).reverse();
+  else       vector(ret,n) = vector(x,n, incx);
+  return ret;
+}
+
+template<typename T>
+T* copy_back(T* x_cpy, T* x, int n, int incx)
+{
+  if(x_cpy==x)
+    return 0;
+
+  if(incx<0) vector(x,n,-incx).reverse() = vector(x_cpy,n);
+  else       vector(x,n, incx)           = vector(x_cpy,n);
+  return x_cpy;
+}
+
+#define EIGEN_BLAS_FUNC(X) EIGEN_CAT(SCALAR_SUFFIX,X##_)
+
+#endif // EIGEN_BLAS_COMMON_H